+1,324.6%
URI vs TYL
+174.9%
+1,149.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.7% | -8.8% | -7.8% |
| 7D | -12.9% | +15.1% | -28.0% | -17.8% |
| 30D | -3.4% | +30.1% | -33.5% | -13.3% |
| 3M | -10.0% | +40.4% | -50.4% | -22.4% |
| 6M | +12.2% | +31.3% | -19.1% | -2.3% |
| YTD | +29.8% | -5.2% | +34.9% | +29.2% |
| 1Y | +24.6% | -6.6% | +31.2% | +24.8% |
| 3Y | +137.6% | +3.4% | +134.2% | +119.6% |
| 5Y | +176.6% | -19.3% | +195.9% | +179.8% |
| All | +1,324.6% | +174.9% | +1,149.6% | +691.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling